CVS Health (CVS): analysis and statistics
Return, volatility, Sharpe ratio and risk for CVS Health, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $105.11 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +16.52% |
| Total return over period | +57.80% |
| Annualized volatility | 33.31% |
| Sharpe ratio | 0.39 |
| Sortino ratio | 0.54 |
| Max drawdown | -43.98% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.96% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $41.03 – $109.92 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CVS Health (CVS) has posted an annualized return of +16.52% with annual volatility of 33.31%, a Sharpe ratio of 0.39. Its worst stretch (max drawdown from a peak) was -43.98%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CVS would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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